Smoothing Spline ANOVA for Time-Dependent Spectral Analysis
DOI10.1198/016214503000000549zbMATH Open1040.62082OpenAlexW1976794373MaRDI QIDQ4468474FDOQ4468474
Authors: Wensheng Guo, M. Dai, Hernando C. Ombao, Rainer von Sachs
Publication date: 10 June 2004
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2078.1/93275
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- Modeling the electroencephalogram by means of spatial spline smoothing and temporal autoregression
- Tree-structured wavelet estimation in a mixed effects model for spectra of replicated time series
- A generalized ARFIMA model with smooth transition fractional integration parameter
- An efficient estimator for locally stationary Gaussian long-memory processes
- Multivariate time-dependent spectral analysis using Cholesky decomposition
- AdaptSPEC: Adaptive spectral estimation for nonstationary time series
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